+1,084.6%
XLI vs PPG
+629.6%
+455.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | +0.3% |
| 7D | -2.3% | -5.1% | +2.8% | +0.4% |
| 30D | -8.2% | -9.6% | +1.4% | -3.2% |
| 3M | +0.8% | -6.4% | +7.2% | +3.8% |
| 6M | +0.8% | +0.5% | +0.3% | -0.7% |
| YTD | +10.5% | +4.4% | +6.1% | +6.1% |
| 1Y | +14.1% | -0.9% | +15.0% | +12.2% |
| 3Y | +68.6% | -17.0% | +85.5% | +78.7% |
| 5Y | +80.4% | -23.7% | +104.0% | +94.1% |
| 10Y | +254.6% | +25.9% | +228.8% | +178.0% |
| All | +1,084.6% | +629.6% | +455.1% | +225.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling